NYMEX Light Sweet Crude Oil Future November 2013
Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
103.78 |
102.57 |
-1.21 |
-1.2% |
102.80 |
High |
103.83 |
103.18 |
-0.65 |
-0.6% |
106.18 |
Low |
102.44 |
100.80 |
-1.64 |
-1.6% |
101.07 |
Close |
102.75 |
101.75 |
-1.00 |
-1.0% |
104.76 |
Range |
1.39 |
2.38 |
0.99 |
71.2% |
5.11 |
ATR |
1.74 |
1.78 |
0.05 |
2.6% |
0.00 |
Volume |
35,281 |
59,194 |
23,913 |
67.8% |
222,198 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.05 |
107.78 |
103.06 |
|
R3 |
106.67 |
105.40 |
102.40 |
|
R2 |
104.29 |
104.29 |
102.19 |
|
R1 |
103.02 |
103.02 |
101.97 |
102.47 |
PP |
101.91 |
101.91 |
101.91 |
101.63 |
S1 |
100.64 |
100.64 |
101.53 |
100.09 |
S2 |
99.53 |
99.53 |
101.31 |
|
S3 |
97.15 |
98.26 |
101.10 |
|
S4 |
94.77 |
95.88 |
100.44 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.33 |
117.16 |
107.57 |
|
R3 |
114.22 |
112.05 |
106.17 |
|
R2 |
109.11 |
109.11 |
105.70 |
|
R1 |
106.94 |
106.94 |
105.23 |
108.03 |
PP |
104.00 |
104.00 |
104.00 |
104.55 |
S1 |
101.83 |
101.83 |
104.29 |
102.92 |
S2 |
98.89 |
98.89 |
103.82 |
|
S3 |
93.78 |
96.72 |
103.35 |
|
S4 |
88.67 |
91.61 |
101.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.18 |
100.80 |
5.38 |
5.3% |
1.90 |
1.9% |
18% |
False |
True |
46,012 |
10 |
106.18 |
100.80 |
5.38 |
5.3% |
1.81 |
1.8% |
18% |
False |
True |
43,498 |
20 |
106.18 |
100.80 |
5.38 |
5.3% |
1.72 |
1.7% |
18% |
False |
True |
38,826 |
40 |
106.18 |
91.95 |
14.23 |
14.0% |
1.73 |
1.7% |
69% |
False |
False |
36,736 |
60 |
106.18 |
91.22 |
14.96 |
14.7% |
1.72 |
1.7% |
70% |
False |
False |
29,694 |
80 |
106.18 |
85.96 |
20.22 |
19.9% |
1.73 |
1.7% |
78% |
False |
False |
24,662 |
100 |
106.18 |
85.96 |
20.22 |
19.9% |
1.67 |
1.6% |
78% |
False |
False |
21,063 |
120 |
106.18 |
85.96 |
20.22 |
19.9% |
1.56 |
1.5% |
78% |
False |
False |
18,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.30 |
2.618 |
109.41 |
1.618 |
107.03 |
1.000 |
105.56 |
0.618 |
104.65 |
HIGH |
103.18 |
0.618 |
102.27 |
0.500 |
101.99 |
0.382 |
101.71 |
LOW |
100.80 |
0.618 |
99.33 |
1.000 |
98.42 |
1.618 |
96.95 |
2.618 |
94.57 |
4.250 |
90.69 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
101.99 |
102.88 |
PP |
101.91 |
102.50 |
S1 |
101.83 |
102.13 |
|